Doing Economics, buy it here. This book is based on the novel premise that undergraduate instruction should be based on teaching practical skills. Imagine chapters like "Overview of the Research Process in Economics," "What is Research?", "Critical Reading or How to Make Sense of Published Research," and "Locating (and Collecting) Economic Data." It is more mechanical and less incisive than I would like, but every serious undergraduate economics major should be familiar with this book.
By the way, here is what undergraduates actually do, courtesy of one anthropologist; thanks to the readers who sent in the link.